+151.3%
ECHO vs EAT
+333.9%
-182.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.7% | -2.5% |
| 7D | +3.6% | -8.9% | +12.6% | +5.8% |
| 30D | +7.5% | +3.4% | +4.1% | +6.0% |
| 3M | +16.2% | -9.3% | +25.5% | +17.6% |
| 6M | -20.9% | +43.8% | -64.6% | -28.8% |
| YTD | -6.0% | +39.9% | -45.8% | -15.6% |
| 1Y | +43.4% | +89.7% | -46.3% | +18.9% |
| 3Y | +924.0% | +491.3% | +432.8% | +545.6% |
| 5Y | +249.6% | +365.4% | -115.8% | +121.8% |
| 10Y | +151.3% | +325.9% | -174.6% | +34.7% |
| All | +151.3% | +333.9% | -182.6% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling